Anic Equity¶

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Total return since start: 0.694 %¶

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Equity now: -----------------------------> 51757.47 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48558.41 Kr¶

PnL: ---------------------------------------> -529.16 Kr¶

DD now: ---------------------------------> -0.36 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 16:05:55.278567'

Anic Portfolio¶

Today¶

Return: 0.229 %¶

This Week¶

Return: 8.901 %¶

Total¶

Return: 69.441 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.420000 3375.000000 195.000000 6.130000 3180.000006
HMS Networks 2 3.670000 807.000000 134.000000 19.910000 673.000000
Nordea Bank Abp 29 1.300000 3577.440000 123.440000 3.570000 3453.999992
Fasadgruppen Group 38 1.640000 4233.200000 92.200000 2.230000 4140.999992
SAAB B 8 1.260000 3460.000000 83.000000 2.460000 3377.000000
HEBA B 70 1.440000 2712.500000 76.500000 2.900000 2636.000010
Swedbank A 3 3.240000 620.700000 56.700000 10.050000 564.000000
Resurs Holding 22 1.220000 618.860000 44.860000 7.820000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.900000 390.900000 35.900000 10.110000 355.000000
AcadeMedia 12 0.200000 592.560000 35.560000 6.380000 557.000004
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.190000 551.200000 24.200000 4.590000 527.000000
OEM International B 7 1.680000 551.600000 23.600000 4.470000 527.999997
Sampo Oyj SDB 7 1.100000 3864.000000 14.000000 0.360000 3850.000000
Eastnine 4 0.640000 504.000000 13.000000 2.650000 491.000000
Securitas B 6 1.830000 582.480000 12.480000 2.190000 570.000000
Coor Service Management Hold. 8 1.200000 540.400000 8.400000 1.580000 532.000000
Fastighetsbolag. Emilshus Pref 21 -1.100000 565.950000 3.950000 0.700000 562.000005
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Boozt 12 1.550000 1656.000000 2.000000 0.120000 1653.999996
Handelsbanken A 5 0.600000 547.500000 1.500000 0.270000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.100000 246.960000 0.960000 0.390000 246.000000
Creaspac SPAC 6 -0.410000 576.600000 -0.400000 -0.070000 577.000002
Midsona B 63 0.660000 578.970000 -4.030000 -0.690000 582.999984
Corem Property Group B 59 1.310000 571.120000 -5.880000 -1.020000 576.999999
CTEK 13 1.690000 508.300000 -25.700000 -4.810000 533.999999
International Petroleum Corp. 5 -0.980000 557.000000 -37.570000 -6.320000 594.565215
Essity B 2 -2.020000 534.400000 -39.600000 -6.900000 574.000000
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.650000 1074.000000 -75.000000 -6.530000 1149.000000
OX2 22 4.290000 1845.800000 -143.200000 -7.200000 1989.000002
Beijer Electronics Group 27 -2.520000 2926.800000 -157.200000 -5.100000 3083.999994
Axfood 15 -3.790000 3880.500000 -419.500000 -9.760000 4300.000005
Ovzon 64 -0.750000 3372.800000 -623.200000 -15.600000 3996.000000
TOTAL 48558.410000 -529.160000 -0.35983% 49087.564636

Updated:¶

'2023-02-01 16:06:08.599592'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶